VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
Commitments of Traders - Futures Only, September 8, 2009
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : ($1000 X INDEX) :
: : :
All : 47,153: 4,637 8,377 3,212 28,732 28,266 36,581 39,855: 10,572 7,298
Old : 47,153: 4,637 8,377 3,212 28,732 28,266 36,581 39,855: 10,572 7,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 4,898: -471 650 1,261 2,207 1,632 2,997 3,543: 1,901 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 17.8 6.8 60.9 59.9 77.6 84.5: 22.4 15.5
Old : 100.0: 9.8 17.8 6.8 60.9 59.9 77.6 84.5: 22.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 8 6 10 8 22 18:
Old : 27: 8 8 6 10 8 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 58.5 66.2 76.3 52.9 52.6 57.5 66.0
Old : 58.1 58.5 66.2 76.3 52.9 52.6 57.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2008